A covariance inequality under a two-part dependence assumption

DOI10.1016/0167-7152(95)00231-6zbMath0877.62052OpenAlexW2067871036MaRDI QIDQ1359746

Richard C. jun. Bradley

Publication date: 24 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00231-6

zbMATH Keywords

covariance inequalitystrong mixing property

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

A multilinear form inequality ⋮ Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing ⋮ Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing ⋮ Nonparametric estimation for dependent data

Cites Work

• Unnamed Item
• Multilinear forms and measures of dependence between random variables
• Invariance principles under a two-part mixing assumption
• On dominations between measures of dependence
• Central limit theorems under weak dependence
• On the central limit theorem for weakly dependent sequences with a decomposed strong mixing coefficient
• The functional central limit theorem for strongly mixing processes
• Covariance inequalities for strongly mixing processes

This page was built for publication: A covariance inequality under a two-part dependence assumption